0001047469-11-008677.txt : 20111025 0001047469-11-008677.hdr.sgml : 20111025 20111025134822 ACCESSION NUMBER: 0001047469-11-008677 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111025 DATE AS OF CHANGE: 20111025 EFFECTIVENESS DATE: 20111025 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SMITH ASSET MANAGEMENT GROUP LP CENTRAL INDEX KEY: 0001091561 IRS NUMBER: 752620252 STATE OF INCORPORATION: TX FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03459 FILM NUMBER: 111156328 BUSINESS ADDRESS: STREET 1: 100 CRESCENT COURT STREET 2: SUITE 1150 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2148804600 MAIL ADDRESS: STREET 1: 100 CRESCENT COURT STREET 2: SUITE 1150 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 a2205985z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/11 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Smith Asset Management Group, LP --------------------------------- Address: 100 Crescent Court ------------------------------- Suite 1150 ------------------------------- Dallas, TX 75201 ------------------------------- Form 13F File Number: 28-03459 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephen S. Smith ------------------------------- Title: CEO ------------------------------- Phone: 214-880-4601 ------------------------------- Signature, Place, and Date of Signing: /s/ Stephen S. Smith DALLAS, TEXAS 10/24/11 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 -------------------- Form 13F Information Table Entry Total: 407 -------------------- Form 13F Information Table Value Total: 1,877,470 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-14406 Dundee Wealth US ------ ----------------- --------------------------------- [Repeat as necessary.]
ITEM 1: FAIR MARKET SHARES/ INVEST DISC. MANAGERS VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP VALUE PRINC. SOLE SH/ SH/ SOLE SHARED NONE AMOUNT DEF OTHER 3m Co Common Stock - Long 88579Y101 11,845.35 165 Sole 0 165 Abbott Laboratories Common Stock - Long 002824100 10,135,999.40 198201 Sole 3427 194774 Accenture Plc Common Stock - Long G1151C101 12,245,518.68 232451 Sole 0 232451 Aci Worldwide Inc Common Stock - Long 004498101 2,456,788.60 89208 Sole 0 89208 Advance Amer Cash Advance Ct Common Stock - Long 00739W107 2,732,831.00 351826 Sole 2428 349398 Advance Auto Parts Inc Common Stock - Long 00751Y106 11,503.80 198 Sole 0 198 Aetna Inc Common Stock - Long 00817Y108 18,653,866.00 513315 Sole 9894 503421 Agilent Technologies Inc Common Stock - Long 00846U101 3,057,718.75 97847 Sole 0 97847 Agree Realty Corp Common Stock - Long 008492100 2,199.78 101 Sole 0 101 Air Products & Chemicals Inc Common Stock - Long 009158106 2,939,099.45 38485 Sole 0 38485 Aircastle Ltd Common Stock - Long G0129K104 210,805.00 22190 Sole 0 22190 Alaska Air Group Inc Common Stock - Long 011659109 10,976.15 195 Sole 0 195 Alexandria R E Equities Inc Common Stock - Long 015271109 2,271.43 37 Sole 0 37 Alliance Data Systems Corp Common Stock - Long 018581108 5,885,059.50 63485 Sole 0 63485 Allied World Assurance Co Ag Common Stock - Long H01531104 214,302.90 3990 Sole 0 3990 Altria Group Inc Common Stock - Long 02209S103 235,766.99 8794 Sole 7096 1698 Amdocs Ltd Common Stock - Long G02602103 215,197.20 7935 Sole 0 7935 American Express Co Common Stock - Long 025816109 33,981,845.50 756834 Sole 12598 744236 American Tower Corp Common Stock - Long 029912201 6,640,265.00 123425 Sole 0 123425 America's Car-mart Inc Common Stock - Long 03062T105 5,920.08 204 Sole 0 204 Amerigroup Corp Common Stock - Long 03073T102 2,369,545.53 60742 Sole 0 60742 Amerisourcebergen Corp Common Stock - Long 03073E105 8,272,858.68 221971 Sole 4713 217258 Ameristar Casinos Inc Common Stock - Long 03070Q101 2,336,045.30 145548 Sole 0 145548 Ametek Inc Common Stock - Long 031100100 3,004,885.80 91140 Sole 0 91140 Ansys Inc Common Stock - Long 03662Q105 21,703,778.68 442573 Sole 8129 434444 Apache Corp Common Stock - Long 037411105 149,327.00 1861 Sole 1491 370 Apple Inc Common Stock - Long 037833100 94,779,755.04 248557 Sole 1338 247219 Applied Industrial Tech Inc Common Stock - Long 03820C105 1,818,769.00 66965 Sole 0 66965 Arqule Inc Common Stock - Long 04269E107 1,081,230.45 214105 Sole 0 214105 Array Biopharma Inc Common Stock - Long 04269X105 908,374.35 465833 Sole 0 465833 Arrow Electronics Inc Common Stock - Long 042735100 128,232.68 4616 Sole 3747 869 Arthrocare Corp Common Stock - Long 043136100 1,828,045.80 63540 Sole 0 63540 Ascena Retail Group Inc Common Stock - Long 04351G101 6,740.43 249 Sole 0 249 Astex Pharmaceuticals Inc Common Stock - Long 04624B103 405,820.80 211365 Sole 0 211365 AT&T Inc Common Stock - Long 00206R102 217,265.08 7608 Sole 6112 1496
Atlas Air Worldwide Hldg Inc Common Stock - Long 049164205 3,229.13 97 Sole 0 97 Autodesk Inc Common Stock - Long 052769106 3,812,204.41 137179 Sole 0 137179 Automatic Data Processing Common Stock - Long 053015103 5,835,661.20 123768 Sole 0 123768 Autozone Inc Common Stock - Long 053332102 8,618,130.00 27000 Sole 0 27000 Avago Technologies Ltd Common Stock - Long Y0486S104 216,445.85 6605 Sole 0 6605 Aveo Pharmaceuticals Inc Common Stock - Long 053588109 717,558.75 46625 Sole 0 46625 Avista Corp Common Stock - Long 05379B107 5,008.50 210 Sole 0 210 Axcelis Technologies Inc Common Stock - Long 054540109 1,146,180.00 955150 Sole 0 955150 Azz Inc Common Stock - Long 002474104 6,086.89 157 Sole 0 157 B&g Foods Inc Common Stock - Long 05508R106 11,159.28 669 Sole 0 669 Bank Of Montreal Common Stock - Long 063671101 192,347.10 3444 Sole 2764 680 Bat-british Amer Tobacco Plc Common Stock - Long 110448107 213,519.60 Sole 2520 Baxter International Inc Common Stock - Long 071813109 12,350.80 220 Sole 0 220 Bce Inc Common Stock - Long 05534B760 426,332.00 11381 Sole 4493 6888 Bed Bath & Beyond Inc Common Stock - Long 075896100 34,869,580.48 608438 Sole 9064 599374 Belden Inc Common Stock - Long 077454106 3,662.18 142 Sole 0 142 Bgc Partners Inc Common Stock - Long 05541T101 693,058.05 114935 Sole 0 114935 Biglari Holdings Inc Common Stock - Long 08986R101 1,455,571.29 4911 Sole 0 4911 Biogen Idec Inc Common Stock - Long 09062X103 4,855,816.35 52129 Sole 0 52129 Biomed Realty Trust Inc Common Stock - Long 09063H107 2,468.93 149 Sole 0 149 Bmc Software Inc Common Stock - Long 055921100 21,243,871.84 550938 Sole 9826 541112 Brandywine Realty Trust Common Stock - Long 105368203 6,728.40 840 Sole 0 840 Brightpoint Inc Common Stock - Long 109473405 18,827.14 2042 Sole 0 2042 Brinker Intl Inc Common Stock - Long 109641100 2,314,735.24 110647 Sole 0 110647 Brinks Co Common Stock - Long 109696104 822,376.80 35280 Sole 0 35280 Bruker Corp Common Stock - Long 116794108 6,169.68 456 Sole 0 456 Buckeye Technologies Inc Common Stock - Long 118255108 7,522.32 312 Sole 0 312 Buckle Inc Common Stock - Long 118440106 2,754,312.90 71615 Sole 0 71615 Caci Intl Inc -cl A Common Stock - Long 127190304 2,683,825.54 53741 Sole 0 53741 Cadence Design Systems Inc Common Stock - Long 127387108 4,609,577.28 498872 Sole 0 498872 Calamos Asset Management Inc Common Stock - Long 12811R104 3,853.85 385 Sole 0 385 Callon Petroleum Co Common Stock - Long 13123X102 572,895.45 148035 Sole 0 148035 Cal-maine Foods Inc Common Stock - Long 128030202 1,391,248.95 44265 Sole 0 44265 Capital One Financial Corp Common Stock - Long 14040H105 17,525,138.44 442219 Sole 12825 429394 Cardtronics Inc Common Stock - Long 14161H108 2,078,500.20 90685 Sole 0 90685 Caterpillar Inc Common Stock - Long 149123101 5,131,880.00 69500 Sole 0 69500 Cato Corp -cl A Common Stock - Long 149205106 2,148,253.44 95224 Sole 0 95224 Cbl & Associates Pptys Inc Common Stock - Long 124830100 2,294.72 202 Sole 0 202 Cbs Corp Common Stock - Long 124857202 168,094.44 8248 Sole 6625 1623 Centene Corp Common Stock - Long 15135B101 10,751.23 375 Sole 0 375
Central Garden & Pet Co Common Stock - Long 153527106 4,830.00 700 Sole 0 700 Cf Industries Holdings Inc Common Stock - Long 125269100 20,320,975.02 164689 Sole 3793 160896 Check Point Software Techn Common Stock - Long M22465104 25,031,665.30 474444 Sole 9304 465140 Cheesecake Factory Inc Common Stock - Long 163072101 1,649,183.35 66904 Sole 0 66904 Chevron Corp Common Stock - Long 166764100 24,302,096.46 262470 Sole 6158 256312 Chicago Bridge & Iron Co Common Stock - Long 167250109 3,832,640.84 133868 Sole 0 133868 Chicos Fas Inc Common Stock - Long 168615102 2,949,237.18 258026 Sole 0 258026 Chipotle Mexican Grill Inc Common Stock - Long 169656105 8,051,502.15 26577 Sole 0 26577 Chubb Corp Common Stock - Long 171232101 21,427,347.49 357182 Sole 7068 350114 Chunghwa Telecom Ltd Common Stock - Long 17133Q502 217,140.00 6580 Sole 0 6580 Citrix Systems Inc Common Stock - Long 177376100 2,111,292.54 38718 Sole 0 38718 Cloud Peak Energy Inc Common Stock - Long 18911Q102 408,749.25 24115 Sole 0 24115 Cms Energy Corp Common Stock - Long 125896100 211,594.90 10692 Sole 8574 2118 Coach Inc Common Stock - Long 189754104 2,622,701.66 50602 Sole 0 50602 Coca-cola Btlng Cons Common Stock - Long 191098102 892,074.10 16085 Sole 0 16085 Coca-cola Co Common Stock - Long 191216100 14,535,736.68 215153 Sole 0 215153 Coca-cola Enterprises Inc Common Stock - Long 19122T109 34,735,414.00 1396118 Sole 15787 1380331 Codexis Inc Common Stock - Long 192005106 526,075.55 115115 Sole 0 115115 Coeur D'alene Mines Corp Common Stock - Long 192108504 1,910,947.20 89130 Sole 0 89130 Cognizant Tech Solutions Common Stock - Long 192446102 5,017,567.50 80025 Sole 0 80025 Cohen & Steers Inc Common Stock - Long 19247A100 1,294,612.50 45030 Sole 0 45030 Coherent Inc Common Stock - Long 192479103 9,193.52 214 Sole 0 214 Colfax Corp Common Stock - Long 194014106 2,118,284.30 104555 Sole 0 104555 Complete Production Services Common Stock - Long 20453E109 4,448.60 236 Sole 0 236 Computer Programs & Systems Common Stock - Long 205306103 2,621,789.35 39634 Sole 0 39634 Consol Energy Inc Common Stock - Long 20854P109 1,766,192.22 52054 Sole 0 52054 Consolidated Graphics Inc Common Stock - Long 209341106 693,522.05 18985 Sole 0 18985 Constellation Brands Common Stock - Long 21036P108 182,502.00 10139 Sole 8106 2033 Cooper Companies Inc Common Stock - Long 216648402 35,468,856.35 448122 Sole 6756 441366 Copa Holdings Sa Common Stock - Long P31076105 215,364.05 3515 Sole 0 3515 Core Laboratories Nv Common Stock - Long N22717107 213,346.25 2375 Sole 0 2375 Corn Products Intl Inc Common Stock - Long 219023108 18,324,255.00 466979 Sole 9408 457571 Corp Office Pptys Tr Inc Common Stock - Long 22002T108 2,308.68 106 Sole 0 106 Costco Wholesale Corp Common Stock - Long 22160K105 2,746,673.59 33443 Sole 0 33443 Cousins Properties Inc Common Stock - Long 222795106 2,492.10 426 Sole 0 426 Covidien Plc Common Stock - Long G2554F113 212,562.00 4820 Sole 0 4820 Cracker Barrel Old Ctry Stor Common Stock - Long 22410J106 5,684.26 142 Sole 0 142 Credicorp Ltd Common Stock - Long G2519Y109 215,748.00 2340 Sole 0 2340 Csx Corp Common Stock - Long 126408103 181,938.81 9745 Sole 7818 1927 Cubic Corp Common Stock - Long 229669106 2,341,230.59 59924 Sole 0 59924
Cummins Inc Common Stock - Long 231021106 23,929,463.26 293039 Sole 5742 287297 Cvr Energy Inc Common Stock - Long 12662P108 1,991,070.90 94185 Sole 0 94185 Davita Inc Common Stock - Long 23918K108 5,629,834.11 89833 Sole 0 89833 Delphi Financial Group Inc Common Stock - Long 247131105 5,595.20 260 Sole 0 260 Deluxe Corp Common Stock - Long 248019101 1,933,098.20 103930 Sole 0 103930 Denbury Resources Inc Common Stock - Long 247916208 1,710,360.50 148727 Sole 0 148727 Dentsply Internatl Inc Common Stock - Long 249030107 19,435,639.15 633289 Sole 12265 621024 Diamond Offshre Drilling Inc Common Stock - Long 25271C102 1,991,550.68 36382 Sole 0 36382 Digital Realty Trust Inc Common Stock - Long 253868103 2,316.72 42 Sole 0 42 Dime Community Bancshares Common Stock - Long 253922108 4,680.06 462 Sole 0 462 Discover Financial Svcs Inc Common Stock - Long 254709108 4,069,739.52 177408 Sole 0 177408 Donaldson Co Inc Common Stock - Long 257651109 13,313,276.40 242943 Sole 0 242943 Dsw Inc Common Stock - Long 23334L102 13,161.18 285 Sole 0 285 Du Pont (e I) De Nemours Common Stock - Long 263534109 6,995,309.58 175014 Sole 0 175014 East West Bancorp Inc Common Stock - Long 27579R104 15,769,338.05 1057635 Sole 18479 1039156 Eaton Corp Common Stock - Long 278058102 16,572,394.50 466828 Sole 12994 453834 Echelon Corp Common Stock - Long 27874N105 2,316,040.91 330391 Sole 0 330391 Ecopetrol Sa Common Stock - Long 279158109 214,544.25 5325 Sole 0 5325 Emc Corp Common Stock - Long 268648102 23,271,234.38 1108682 Sole 16221 1092461 Emcor Group Inc Common Stock - Long 29084Q100 795,858.51 39147 Sole 0 39147 Encore Capital Group Inc Common Stock - Long 292554102 7,210.50 330 Sole 0 330 Endo Pharmaceuticals Hldgs Common Stock - Long 29264F205 19,427,830.85 694099 Sole 17256 676843 Eog Resources Inc Common Stock - Long 26875P101 3,238,056.00 45600 Sole 0 45600 Essex Property Trust Common Stock - Long 297178105 2,760.92 23 Sole 0 23 Exactech Inc Common Stock - Long 30064E109 5,941.76 422 Sole 0 422 Exelon Corp Common Stock - Long 30161N101 21,031,230.00 493575 Sole 9312 484263 Exponent Inc Common Stock - Long 30214U102 2,886,280.55 69835 Sole 0 69835 Express Scripts Inc Common Stock - Long 302182100 17,058,056.46 460158 Sole 7865 452293 Exxon Mobil Corp Common Stock - Long 30231G102 66,347,722.05 913503 Sole 6575 906928 Ezcorp Inc -cl A Common Stock - Long 302301106 8,219.52 288 Sole 0 288 Fair Isaac Corp Common Stock - Long 303250104 2,175,468.65 99655 Sole 0 99655 Federal Realty Investment Tr Common Stock - Long 313747206 2,637.12 32 Sole 0 32 Fedex Corp Common Stock - Long 31428X106 6,329,975.04 93528 Sole 0 93528 Ferro Corp Common Stock - Long 315405100 3,271.80 532 Sole 0 532 First Potomac Realty Trust Common Stock - Long 33610F109 2,730.93 219 Sole 0 219 Flowers Foods Inc Common Stock - Long 343498101 2,315,681.62 118997 Sole 0 118997 Focus Media Holding Ltd Common Stock - Long 34415V109 194,696.78 11565 Sole 0 11565 Ford Motor Co Common Stock - Long 345370860 2,051,500.17 212151 Sole 0 212151 Franklin Resources Inc Common Stock - Long 354613101 7,309,765.12 76430 Sole 1547 74883 Freeport-mcmoran Cop&gold Common Stock - Long 35671D857 5,763,241.40 189269 Sole 2994 186275
Gamco Investors Inc Common Stock - Long 361438104 1,098,941.61 27899 Sole 0 27899 General Dynamics Corp Common Stock - Long 369550108 12,231.35 215 Sole 0 215 Getty Realty Corp Common Stock - Long 374297109 2,134.16 148 Sole 0 148 Global Sources Ltd Common Stock - Long G39300101 987,099.85 145805 Sole 0 145805 Global X Colombia ETF Common Stock - Long 37950E200 5,740.80 320 Sole 0 320 Gold Fields Ltd Common Stock - Long 38059T106 214,786.40 14020 Sole 0 14020 Goldman Sachs Group Inc Common Stock - Long 38141G104 122,725.65 1298 Sole 1055 243 Google Inc Common Stock - Long 38259P508 18,812,351.04 36526 Sole 0 36526 Grainger (w W) Inc Common Stock - Long 384802104 2,740,021.42 18323 Sole 0 18323 Gulfmark Offshore Inc Common Stock - Long 402629208 813,107.50 22375 Sole 0 22375 Gulfport Energy Corp Common Stock - Long 402635304 5,319.60 220 Sole 0 220 Haemonetics Corp Common Stock - Long 405024100 5,380.16 92 Sole 0 92 Halliburton Co Common Stock - Long 406216101 5,325,861.60 174504 Sole 3521 170983 Halozyme Therapeutics Inc Common Stock - Long 40637H109 474,407.10 77265 Sole 0 77265 Hanger Orthopedic Group Inc Common Stock - Long 41043F208 5,704.78 302 Sole 0 302 Health Management Assoc Common Stock - Long 421933102 5,024,086.08 726024 Sole 0 726024 Helen Of Troy Ltd Common Stock - Long G4388N106 7,762.08 309 Sole 0 309 Helmerich & Payne Common Stock - Long 423452101 15,209,044.40 374607 Sole 7722 366885 Herbalife Ltd Common Stock - Long G4412G101 2,775,354.40 51779 Sole 0 51779 Hershey Co Common Stock - Long 427866108 14,765,984.68 249257 Sole 0 249257 Hertz Global Holdings Inc Common Stock - Long 42805T105 1,918,679.80 215582 Sole 0 215582 Highwoods Properties Inc Common Stock - Long 431284108 496,528.20 17570 Sole 0 17570 Home Depot Inc Common Stock - Long 437076102 20,931,714.35 636803 Sole 12345 624458 Horace Mann Educators Corp Common Stock - Long 440327104 7,325.56 642 Sole 0 642 Hospitality Properties Trust Common Stock - Long 44106M102 174,043.41 8198 Sole 6468 1730 Igate Corp Common Stock - Long 45169U105 3,727.42 323 Sole 0 323 Incyte Corp Common Stock - Long 45337C102 1,040,303.99 74467 Sole 0 74467 Infinity Pharmaceuticals Inc Common Stock - Long 45665G303 612,398.25 86865 Sole 0 86865 Innophos Holdings Inc Common Stock - Long 45774N108 12,163.40 305 Sole 0 305 Insperity Inc Common Stock - Long 45778Q107 1,997,048.75 89755 Sole 0 89755 Intel Corp Common Stock - Long 458140100 11,627.58 545 Sole 0 545 Intercontinentalexchange Inc Common Stock - Long 45865V100 31,676,295.60 267853 Sole 3583 264270 Intl Business Machines Corp Common Stock - Long 459200101 64,411,615.98 368340 Sole 3465 364875 Intl Game Technology Common Stock - Long 459902102 4,874,815.00 335500 Sole 0 335500 Intl Paper Co Common Stock - Long 460146103 3,014,967.00 129676 Sole 0 129676 Intuit Inc Common Stock - Long 461202103 6,710,625.20 141455 Sole 0 141455 Intuitive Surgical Inc Common Stock - Long 46120E602 5,250,367.64 14413 Sole 0 14413 iShares Indonesia Common Stock - Long 46429B309 26,356.80 1020 Sole 0 1020 iShares MSCI ACWI Common Stock - Long 464288257 70,416.00 1800 Sole 0 1800 iShares MSCI ALl Peru Common Stock - Long 464289842 5,970.23 170 Sole 0 170
iShares MSCI Brazil Common Stock - Long 464286400 43,116.29 829 Sole 0 829 iShares MSCI China 25 Common Stock - Long 464287184 24,664.00 800 Sole 0 800 iShares MSCI Hong Kong Common Stock - Long 464286871 11,177.40 780 Sole 0 780 iShares MSCI Japan Common Stock - Long 464286848 4,540.80 480 Sole 0 480 iShares MSCI Malaysia Common Stock - Long 464286830 2,071.45 170 Sole 0 170 iShares MSCI Mexico Common Stock - Long 464286822 4,408.20 90 Sole 0 90 iShares MSCI Singapore Common Stock - Long 464286673 8,140.00 740 Sole 0 740 iShares MSCI South Africa Common Stock - Long 464286780 17,244.70 305 Sole 0 305 iShares MSCI South Korea Common Stock - Long 464286772 63,335.20 1360 Sole 0 1360 iShares MSCI Taiwan Common Stock - Long 464286731 41,653.87 3527 Sole 0 3527 iShares MSCI Thailand Common Stock - Long 464286624 26,460.28 497 Sole 0 497 iShares MSCI Turkey Index Fund Common Stock - Long 464286715 6,137.82 129 Sole 0 129 iShares Russell 1000 grw Common Stock - Long 464287614 290,557.00 5526 Sole 4508 1018 Jazz Pharmaceuticals Inc Common Stock - Long 472147107 2,893,380.00 69720 Sole 0 69720 Jda Software Group Inc Common Stock - Long 46612K108 13,383.96 571 Sole 0 571 Johnson & Johnson Common Stock - Long 478160104 14,439,350.97 226713 Sole 0 226713 Joy Global Inc Common Stock - Long 481165108 3,486,979.62 55899 Sole 0 55899 Jpmorgan Chase & Co Common Stock - Long 46625H100 160,057.24 5314 Sole 4334 980 Kaydon Corp Common Stock - Long 486587108 2,029,396.80 70760 Sole 0 70760 Kbr Inc Common Stock - Long 48242W106 1,865,281.31 78937 Sole 0 78937 Kensey Nash Corp Common Stock - Long 490057106 1,712,354.00 69892 Sole 0 69892 Kilroy Realty Corp Common Stock - Long 49427F108 2,316.20 74 Sole 0 74 Kimberly-clark Corp Common Stock - Long 494368103 12,426.75 175 Sole 0 175 Kirby Corp Common Stock - Long 497266106 3,968,371.68 75387 Sole 0 75387 Koppers Holdings Inc Common Stock - Long 50060P106 3,354.91 131 Sole 0 131 Kroger Co Common Stock - Long 501044101 7,435,743.84 338604 Sole 0 338604 Landstar System Inc Common Stock - Long 515098101 7,124,756.00 180100 Sole 0 180100 Las Vegas Sands Corp Common Stock - Long 517834107 2,114,182.62 55143 Sole 0 55143 Lattice Semiconductor Corp Common Stock - Long 518415104 2,959,031.50 563625 Sole 0 563625 Lexington Realty Trust Common Stock - Long 529043101 2,544.06 389 Sole 0 389 Liberty Property Trust Common Stock - Long 531172104 2,008.59 69 Sole 0 69 Ligand Pharmaceutical Inc Common Stock - Long 53220K504 810,198.00 59225 Sole 0 59225 Limited Brands Inc Common Stock - Long 532716107 10,371,244.09 269313 Sole 3140 266173 Lincoln Electric Hldgs Inc Common Stock - Long 533900106 2,735,643.00 94300 Sole 0 94300 Linear Technology Corp Common Stock - Long 535678106 3,392,599.70 122698 Sole 0 122698 Lions Gate Entertainment Cp Common Stock - Long 535919203 3,170,377.50 459475 Sole 0 459475 Lockheed Martin Corp Common Stock - Long 539830109 15,479,220.80 213095 Sole 0 213095 Ltc Properties Inc Common Stock - Long 502175102 6,051.48 239 Sole 0 239 Mack-cali Realty Corp Common Stock - Long 554489104 2,140.00 80 Sole 0 80 Manhattan Associates Inc Common Stock - Long 562750109 2,854,870.56 86302 Sole 0 86302
Manpowergroup Common Stock - Long 56418H100 12,813,723.44 381134 Sole 6467 374667 Marathon Oil Corp Common Stock - Long 565849106 151,362.32 7014 Sole 5515 1499 Market Vectors Russia Common Stock - Long 57060U506 28,336.00 1120 Sole 0 1120 Marketaxess Holdings Inc Common Stock - Long 57060D108 2,999,455.50 115275 Sole 0 115275 Mastec Inc Common Stock - Long 576323109 6,744.63 383 Sole 0 383 Mattel Inc Common Stock - Long 577081102 21,000,568.31 811146 Sole 16637 794509 Maximus Inc Common Stock - Long 577933104 10,958.40 314 Sole 0 314 Mcdonald's Corp Common Stock - Long 580135101 20,734,565.46 236103 Sole 0 236103 Mckesson Corp Common Stock - Long 58155Q103 27,600,046.10 379643 Sole 5975 373668 Mead Johnson Nutrition Co Common Stock - Long 582839106 4,079,829.42 59274 Sole 0 59274 Medicis Pharmaceut Cp -cl A Common Stock - Long 584690309 3,079,240.40 84409 Sole 0 84409 Mercadolibre Inc Common Stock - Long 58733R102 1,666,303.75 31001 Sole 0 31001 Metlife Inc Common Stock - Long 59156R108 148,088.52 5287 Sole 4237 1050 Mgm Resorts International Common Stock - Long 552953101 5,515,723.83 593727 Sole 0 593727 Microchip Technology Inc Common Stock - Long 595017104 2,914,944.78 93698 Sole 0 93698 Microsoft Corp Common Stock - Long 594918104 20,093,796.56 807304 Sole 0 807304 Minerals Technologies Inc Common Stock - Long 603158106 2,200,151.85 44655 Sole 0 44655 Mitcham Industries Inc Common Stock - Long 606501104 730,296.00 65205 Sole 0 65205 Mitsubishi Ufj Financial Grp Common Stock - Long 606822104 215,513.50 48430 Sole 0 48430 Moneygram International Inc Common Stock - Long 60935Y109 1,549,147.10 664870 Sole 0 664870 Monotype Imaging Holdings Common Stock - Long 61022P100 657,570.60 54255 Sole 0 54255 Monsanto Co Common Stock - Long 61166W101 6,852,545.32 114133 Sole 0 114133 Mosaic Co Common Stock - Long 61945C103 1,814,583.35 37055 Sole 0 37055 Motorola Solutions Inc Common Stock - Long 620076307 20,905,041.40 498927 Sole 9523 489404 Multi-color Corp Common Stock - Long 625383104 6,528.51 289 Sole 0 289 Myriad Genetics Inc Common Stock - Long 62855J104 6,350,067.74 338851 Sole 0 338851 Nacco Industries -cl A Common Stock - Long 629579103 569,015.00 8975 Sole 0 8975 National Fuel Gas Co Common Stock - Long 636180101 1,924,563.80 39535 Sole 0 39535 National Research Corp Common Stock - Long 637372103 848,384.00 25600 Sole 0 25600 Net 1 Ueps Technologies Inc Common Stock - Long 64107N206 735,780.50 113197 Sole 0 113197 Netapp Inc Common Stock - Long 64110D104 2,580,003.27 76039 Sole 0 76039 Netease.com Inc Common Stock - Long 64110W102 214,268.40 5615 Sole 0 5615 Neurocrine Biosciences Inc Common Stock - Long 64125C109 1,260,613.90 210805 Sole 0 210805 Newport Corp Common Stock - Long 651824104 2,157,535.94 199587 Sole 0 199587 Nextera Energy Inc Common Stock - Long 65339F101 223,858.74 4144 Sole 3222 922 Nice Systems Ltd Common Stock - Long 653656108 214,271.00 7060 Sole 0 7060 Nike Inc Common Stock - Long 654106103 2,749,403.03 32153 Sole 0 32153 Nippon Telegraph & Telephone Common Stock - Long 654624105 217,226.50 9070 Sole 0 9070 Noble Energy Inc Common Stock - Long 655044105 17,646,120.80 249239 Sole 4607 244632 Nordson Corp Common Stock - Long 655663102 1,555,304.38 39137 Sole 0 39137
Nordstrom Inc Common Stock - Long 655664100 6,404,427.36 140202 Sole 0 140202 Northeast Utilities Common Stock - Long 664397106 156,203.05 4642 Sole 3717 925 Novavax Inc Common Stock - Long 670002104 859,112.00 536945 Sole 0 536945 Ntelos Holdings Corp Common Stock - Long 67020Q107 3,209.13 181 Sole 0 181 Ntt Docomo Inc Common Stock - Long 62942M201 215,285.40 11790 Sole 0 11790 Nu Skin Enterprises -cl A Common Stock - Long 67018T105 2,223,737.60 54880 Sole 0 54880 Occidental Petroleum Corp Common Stock - Long 674599105 19,550,245.50 273430 Sole 6201 267229 Omega Healthcare Invs Inc Common Stock - Long 681936100 491,360.85 30845 Sole 0 30845 Oracle Corp Common Stock - Long 68389X105 14,787,735.90 514535 Sole 0 514535 O'reilly Automotive Inc Common Stock - Long 67103H107 5,316,341.07 79789 Sole 0 79789 Osi Systems Inc Common Stock - Long 671044105 6,067.12 181 Sole 0 181 Paccar Inc Common Stock - Long 693718108 3,092,500.80 91440 Sole 0 91440 Par Pharmaceutical Cos Inc Common Stock - Long 69888P106 2,207,862.80 82940 Sole 0 82940 Peabody Energy Corp Common Stock - Long 704549104 1,642,942.84 48493 Sole 0 48493 People's United Finl Inc Common Stock - Long 712704105 2,220,492.00 194780 Sole 0 194780 Pepsico Inc Common Stock - Long 713448108 10,614,116.80 171472 Sole 0 171472 Perficient Inc Common Stock - Long 71375U101 5,753.52 786 Sole 0 786 Petroquest Energy Inc Common Stock - Long 716748108 3,360.50 611 Sole 0 611 Petsmart Inc Common Stock - Long 716768106 2,329,159.15 54611 Sole 0 54611 Philip Morris International Common Stock - Long 718172109 18,131,308.42 290659 Sole 0 290659 Piedmont Office Realty Trust Common Stock - Long 720190206 2,053.59 127 Sole 0 127 Pier 1 Imports Inc Common Stock - Long 720279108 2,734,830.30 279635 Sole 0 279635 Plantronics Inc Common Stock - Long 727493108 2,201,261.50 77373 Sole 0 77373 Pnc Financial Svcs Group Inc Common Stock - Long 693475105 177,001.74 3673 Sole 2959 714 Polaris Industries Inc Common Stock - Long 731068102 5,300,917.10 106082 Sole 0 106082 Polyone Corp Common Stock - Long 73179P106 851,991.21 79551 Sole 0 79551 Polypore International Inc Common Stock - Long 73179V103 13,507.92 239 Sole 0 239 PowerShares India Common Stock - Long 73935L100 19,131.00 1050 Sole 0 1050 Ppg Industries Inc Common Stock - Long 693506107 20,240,627.18 286451 Sole 4643 281808 Praxair Inc Common Stock - Long 74005P104 6,455,728.80 69060 Sole 0 69060 Priceline.com Inc Common Stock - Long 741503403 26,320,377.88 58560 Sole 872 57688 Procter & Gamble Co Common Stock - Long 742718109 12,320.10 195 Sole 0 195 Progressive Corp-ohio Common Stock - Long 743315103 200,332.48 11280 Sole 9025 2255 Providence Service Corp Common Stock - Long 743815102 1,007,628.45 94613 Sole 0 94613 Ps Business Parks Common Stock - Long 69360J107 8,025.48 162 Sole 0 162 Qualcomm Inc Common Stock - Long 747525103 12,084,506.37 248499 Sole 0 248499 Questcor Pharmaceuticals Inc Common Stock - Long 74835Y101 6,487.88 238 Sole 0 238 Range Resources Corp Common Stock - Long 75281A109 2,144,312.80 36680 Sole 0 36680 Raytheon Co Common Stock - Long 755111507 182,975.13 4477 Sole 3590 887 Realty Income Corp Common Stock - Long 756109104 2,740.40 85 Sole 0 85
Red Hat Inc Common Stock - Long 756577102 8,068,786.32 190932 Sole 0 190932 Revlon Inc -cl A Common Stock - Long 761525609 2,053,436.00 166675 Sole 0 166675 Rf Micro Devices Inc Common Stock - Long 749941100 1,930,510.62 304497 Sole 0 304497 Rockwood Holdings Inc Common Stock - Long 774415103 2,220,440.75 65908 Sole 0 65908 Roper Industries Inc Common Stock - Long 776696106 5,646,071.94 81934 Sole 0 81934 Ross Stores Inc Common Stock - Long 778296103 28,641,113.96 363974 Sole 6720 357254 Royal Dutch Shell Plc Common Stock - Long 780259107 12,099.75 195 Sole 0 195 Rti Biologics Inc Common Stock - Long 74975N105 2,176,186.95 661455 Sole 0 661455 Ryder System Inc Common Stock - Long 783549108 15,614,587.50 416278 Sole 8016 408262 Sandisk Corp Common Stock - Long 80004C101 183,009.50 4535 Sole 3480 1055 Sara Lee Corp Common Stock - Long 803111103 3,463,992.75 211865 Sole 0 211865 Saul Centers Inc Common Stock - Long 804395101 8,824.41 261 Sole 0 261 Schlumberger Ltd Common Stock - Long 806857108 12,798,586.02 214274 Sole 0 214274 Select Comfort Corp Common Stock - Long 81616X103 2,915,189.75 208675 Sole 0 208675 Senior Housing Pptys Trust Common Stock - Long 81721M109 2,520.18 117 Sole 0 117 Sigma-aldrich Corp Common Stock - Long 826552101 2,292,347.21 37099 Sole 0 37099 Signet Jewelers Ltd Common Stock - Long G81276100 216,151.00 6395 Sole 0 6395 Simon Property Group Inc Common Stock - Long 828806109 3,079.44 28 Sole 0 28 Sirona Dental Systems Inc Common Stock - Long 82966C103 19,550.89 461 Sole 0 461 Skyworks Solutions Inc Common Stock - Long 83088M102 143,464.12 7988 Sole 6338 1650 Smart Balance Inc Common Stock - Long 83169Y108 1,738,671.00 294690 Sole 0 294690 Sotheby's Common Stock - Long 835898107 1,023,315.86 37117 Sole 0 37117 Southern Copper Corp Common Stock - Long 84265V105 1,801,779.00 72100 Sole 0 72100 Southside Bancshares Inc Common Stock - Long 84470P109 6,249.47 347 Sole 0 347 SPDR S&P China Common Stock - Long 78463X400 48,722.13 873 Sole 0 873 Spdr Trust Series 1 Common Stock - Long 78462F103 9,956.75 88 Sole 0 88 Spectrum Pharmaceuticals Inc Common Stock - Long 84763A108 452,573.45 59315 Sole 0 59315 Stone Energy Corp Common Stock - Long 861642106 1,336,579.48 82454 Sole 0 82454 Sturm Ruger & Co Inc Common Stock - Long 864159108 10,184.56 392 Sole 0 392 Sumitomo Mitsui Financial Gr Common Stock - Long 86562M209 216,475.25 39575 Sole 0 39575 Sunstone Hotel Investors Inc Common Stock - Long 867892101 2,736.89 481 Sole 0 481 Superior Energy Services Inc Common Stock - Long 868157108 1,756,085.76 66924 Sole 0 66924 Symantec Corp Common Stock - Long 871503108 2,212,350.10 135727 Sole 0 135727 Synnex Corp Common Stock - Long 87162W100 5,371.00 205 Sole 0 205 Synopsys Inc Common Stock - Long 871607107 11,660,766.60 478685 Sole 0 478685 Sysco Corp Common Stock - Long 871829107 12,043.50 465 Sole 0 465 Targacept Inc Common Stock - Long 87611R306 527,700.00 35180 Sole 0 35180 Taubman Centers Inc Common Stock - Long 876664103 3,219.84 64 Sole 0 64 Tech Data Corp Common Stock - Long 878237106 6,441.27 149 Sole 0 149 Techne Corp Common Stock - Long 878377100 7,962,814.83 117083 Sole 0 117083
Telenav Inc Common Stock - Long 879455103 1,254,129.30 141390 Sole 0 141390 Teletech Holdings Inc Common Stock - Long 879939106 2,129,378.52 139723 Sole 0 139723 Tempur Pedic Intl Inc Common Stock - Long 88023U101 2,095,403.69 39829 Sole 0 39829 Tesco Corp Common Stock - Long 88157K101 1,677,186.00 144585 Sole 0 144585 Texas Capital Bancshares Inc Common Stock - Long 88224Q107 7,494.80 328 Sole 0 328 Texas Instruments Inc Common Stock - Long 882508104 2,848,885.00 106900 Sole 0 106900 Textainer Group Holdings Ltd Common Stock - Long G8766E109 4,157.40 205 Sole 0 205 Thermo Fisher Scientific Inc Common Stock - Long 883556102 158,908.76 3138 Sole 2531 607 Thoratec Corp Common Stock - Long 885175307 6,349,132.80 194520 Sole 0 194520 Tibco Software Inc Common Stock - Long 88632Q103 23,958,642.50 1070060 Sole 18413 1051647 Tjx Companies Inc Common Stock - Long 872540109 194,921.10 3514 Sole 2822 692 Transdigm Group Inc Common Stock - Long 893641100 2,092,957.09 25627 Sole 0 25627 Travelers Cos Inc Common Stock - Long 89417E109 192,337.34 3947 Sole 3189 758 Tredegar Corp Common Stock - Long 894650100 1,404,475.15 94705 Sole 0 94705 Triquint Semiconductor Inc Common Stock - Long 89674K103 3,805.16 758 Sole 0 758 Triumph Group Inc Common Stock - Long 896818101 18,082.90 371 Sole 0 371 True Religion Apparel Inc Common Stock - Long 89784N104 9,516.40 353 Sole 0 353 Tupperware Brands Corp Common Stock - Long 899896104 7,305,576.82 135943 Sole 0 135943 Twin Disc Inc Common Stock - Long 901476101 2,335,091.85 87555 Sole 0 87555 U S Physical Therapy Inc Common Stock - Long 90337L108 1,126,016.00 60800 Sole 0 60800 Unisource Energy Corp Common Stock - Long 909205106 6,063.12 168 Sole 0 168 Unisys Corp Common Stock - Long 909214306 1,260,691.50 80350 Sole 0 80350 United Parcel Service Inc Common Stock - Long 911312106 5,887,032.45 93223 Sole 0 93223 United Technologies Corp Common Stock - Long 913017109 3,885,490.28 55223 Sole 0 55223 United Therapeutics Corp Common Stock - Long 91307C102 3,799,311.58 101342 Sole 0 101342 Unitedhealth Group Inc Common Stock - Long 91324P102 189,506.64 4109 Sole 3296 813 Urstadt Biddle Properties Common Stock - Long 917286205 2,379.53 149 Sole 0 149 Usana Health Sciences Inc Common Stock - Long 90328M107 977,487.50 35545 Sole 0 35545 Vanda Pharmaceuticals Inc Common Stock - Long 921659108 759,047.95 153343 Sole 0 153343 Vanguard MSCI Emerging Markets Common Stock - Long 922042858 10,749.00 300 Sole 0 300 Ventas Inc Common Stock - Long 92276F100 2,470.00 50 Sole 0 50 Verifone Systems Inc Common Stock - Long 92342Y109 11,521.18 329 Sole 0 329 Viad Corp Common Stock - Long 92552R406 1,585,575.42 93379 Sole 0 93379 Vmware Inc -cl A Common Stock - Long 928563402 10,481,150.10 130395 Sole 0 130395 Vodafone Group Plc Common Stock - Long 92857W209 12,188.50 475 Sole 0 475 Vonage Holdings Corp Common Stock - Long 92886T201 2,144,350.00 824750 Sole 0 824750 Vornado Realty Trust Common Stock - Long 929042109 2,387.84 32 Sole 0 32 W&t Offshore Inc Common Stock - Long 92922P106 1,496,111.20 108729 Sole 0 108729 Wabtec Corp Common Stock - Long 929740108 2,141,235.00 40500 Sole 0 40500 Wal-mart Stores Inc Common Stock - Long 931142103 221,561.20 4269 Sole 3295 974
Washington Reit Common Stock - Long 939653101 2,592.56 92 Sole 0 92 Watson Pharmaceuticals Inc Common Stock - Long 942683103 36,853,703.80 539981 Sole 8184 531797 Weight Watchers Intl Inc Common Stock - Long 948626106 2,192,646.50 37642 Sole 0 37642 Wellcare Health Plans Inc Common Stock - Long 94946T106 864,804.60 22770 Sole 0 22770 Wells Fargo & Co Common Stock - Long 949746101 5,255,748.00 217900 Sole 0 217900 Western Refining Inc Common Stock - Long 959319104 1,862,520.80 149480 Sole 0 149480 Whole Foods Market Inc Common Stock - Long 966837106 33,618,717.34 514802 Sole 8222 506580 Williams-sonoma Inc Common Stock - Long 969904101 5,192,887.45 168655 Sole 0 168655 Wolverine World Wide Common Stock - Long 978097103 7,315.00 220 Sole 0 220 World Acceptance Corp Common Stock - Long 981419104 2,823,572.95 50466 Sole 0 50466 World Fuel Services Corp Common Stock - Long 981475106 17,663.85 541 Sole 0 541 Wright Express Corp Common Stock - Long 98233Q105 10,879.04 286 Sole 0 286 Wynn Resorts Ltd Common Stock - Long 983134107 10,262,028.84 89173 Sole 0 89173 1,877,470,985.80